QuanTek Econometrics Software

Econometrics Research

Welcome to the Omicron Research Institute
home page. Omicron Research Institute
is devoted to the study of the Econometrics of the financial
markets, using established techniques of Digital Signal Processing
and Time Series Analysis. These techniques are incorporated
in our QuanTek trading and investing software
for Windows, designed for the individual or institutional
investor or trader. We use QuanTek to
maintain our Model Portfolio on this website with
various studies of market behavior updated every
week. Also on this website is a collection of Articles
and Demonstrations about various aspects of the QuanTek program and Econometrics
in general.

QuanTek Econometrics Software

QuanTek is a new type of trading and
investing
software that is based on the latest ideas from Econometrics
and Time Series Analysis. In particular, QuanTek
makes extensive use of the theory of Adaptive (Wavelet) Linear
Prediction Filters
to make a Price Projection based on long-term correlation in the
past price data. From the expected return and
risk (volatility) of each security in the portfolio an
Optimal Portfolio is calculated and displayed.
There is also a
Portfolio Report which displays the
expected future returns,
actual past returns, and risk on various time
scales for the securities in the portfolio, along with the results
of the Optimal Portfolio calculation. To see
QuanTek in action, please see the
Model Portfolio
page.

A variety of statistical tests, to test the
effectiveness of the filters and for general
information

Three independent Help systems, along with
helpful information contained in dialog boxes

QuanTek can give you a more
realistic view of the long-term trends and
short-term fluctuations of the market,
enabling you to make more profitable trades. The
Bollinger Bands and other features of the
Main Graph are very useful for identifying oversold
and overbought conditions, helping to identify
optimal buy/sell points. The Price
Projection is also very useful for separating the
long-term trends from the short-term fluctuations
in order to see clearly the true state of the market.

QuanTek has many unique statistical tests that are used to test the Adaptive
filters, and also for general Econometric
information. In particular, the program
contains correlation tests which are used to test the effectiveness
of the Price Projection from the Adaptive
(Wavelet) Linear Prediction filters. However, these tests
are separate from the rest of the program and are not needed for
ordinary trading and investing.
For a more detailed explanation of the features of
QuanTek, please see the QuanTek Features page.

QuanTek can
be used with portfolios of stocks, ETFs, mutual
funds, or indexes data. The program keeps track of both
an Optimal Portfolio and a Model Portfolio
of securities in the same portfolio. You can create
any number of portfolios, simply by creating new
data files in a new folder.QuanTek
uses your choice of two data sources -- AlphaVantage (free)
or EOD Historical Data (inexpensive). You can
download Historical, Daily, or
Intra-day data from either of these sources with a
single click of a button. The data are parsed and stored in the data
files for each portfolio automatically. You can
also parse CSV files in a variety of formats, and
also export CSV files. For
more information on available data sources, see the
Database Data page
on the Download QuanTek
page.

Model Portfolio

We have started a Model Portfolio
page with a Portfolio Report containing a listing
of the portfolio, along with many screen shots of the securities in
the Optimal Portfolio, including indexes. We plan to do model trading in the
portfolio every weekend at the close price for Friday. We also
present a graph of the Dow Jones Industrials for
the past week, along with a detailed discussion. You may view the graphs and
discussion for the past several weeks, and the Portfolio Report
(2019-01-18) is now available for viewing:

In the Portfolio Report you can view both the Model Portfolio
and the
Optimal Portfolio. The
Optimal Portfolio, which consists of all the securities we
are tracking at the moment, is optimized based on the
expected return from the 2048-day Long-Term Trend,
along with the risk based on the measured
average absolute deviation of the prices. We also take into
account the Price Projection in our
Buy/Sell decisions, as well as other general features of
the graphs including technical analysis, and our
general knowledge of the markets and current events.

QuanTek Features

For a more detailed
explanation of the features of QuanTek,
please see the QuanTekFeatures page:

This page containes a detailed description of the features of QuanTek,
including studies of the graphs (Scales 1,2,4,8,16),
and the Price Projection. Also there is a History
of the QuanTek program. (This page is still under
construction.)

Download QuanTek

At present the QuanTek program is packaged with two
separate executables, written for Alpha Vantage and
for EOD
Historical Data. We have just uploaded the new
QuanTek version 3.9a''
(2019-01-09). This is the same as version 3.9a,
except that we have rebuilt the installation file to include a
missing DLL.You can download
and purchase the latest QuanTek version 3.9a from the
Download QuanTek page here:

You can download and try out the program without a license using the Sample Files provided. You
can then purchase a one-year license, which is
valid for all updates during the subscription
period, using the PayPal button on this page.

Articles

Please explore the articles about QuanTek listed on
the Articles page. These articles explain the theory behind
the QuanTek program, as it relates to Modern
Portfolio Theory as well as the application of
Signal Processing techniques and Wavelet Analysis
to financial time series:

Some of the articles listed also appear in the QuanTek Help file, which you can
view by downloadingQuanTek. You can also
find more detailed information about QuanTek
in the Help file.

Demonstrations

You can find a set of detailed demonstrations of QuanTek listed on the
Demos page. These are generally numerical correlation
tests of the Price Projections and
Trading Rules:

We have started a new set of correlation tests
of the new QuanTek version 3.9 Price Projections
and posted these here. Please view the latest correlation
test (2018-12-07) of the Default Adaptive Filter
on the
Correlation Tests page. These demonstrations are a set of detailed tests of the
performance of the QuanTek program. They also explain in detail how the QuanTek
program works and how to use it effectively.

Contact Us

If you are interested in purchasing a QuanTek
subscription or you would like more information, please send us an e-mail
using the form on the Contact Us
page:

We would also like to hear any and all feedback regarding how you
like the QuanTek program, suggestions for
improvements, complaints, or if you find any bugs in the program.